Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 251'600 | 251'600 | 252'905 | 252'905 | 131'676 CHF | 134'205 CHF | 100.00% | 100.00% |
12.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 236'500 | 236'500 | 237'370 | 237'370 | 123'264 CHF | 125'638 CHF | 100.00% | 100.00% |
11.07.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 238'700 | 238'700 | 239'936 | 239'936 | 130'363 CHF | 132'762 CHF | 99.99% | 99.99% |
10.07.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 223'900 | 223'900 | 225'710 | 225'710 | 124'536 CHF | 126'793 CHF | 100.00% | 100.00% |
09.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 270'300 | 270'300 | 267'096 | 267'096 | 149'870 CHF | 152'541 CHF | 100.00% | 100.00% |
08.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 262'300 | 262'300 | 259'757 | 259'757 | 126'660 CHF | 129'258 CHF | 100.00% | 100.00% |
05.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 271'800 | 271'800 | 267'862 | 267'862 | 127'762 CHF | 130'441 CHF | 99.80% | 99.80% |
04.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 255'500 | 255'500 | 254'442 | 254'442 | 122'120 CHF | 124'664 CHF | 99.49% | 99.49% |
03.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 244'400 | 244'400 | 246'444 | 246'444 | 121'838 CHF | 124'302 CHF | 99.35% | 99.35% |
02.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 252'200 | 252'200 | 251'221 | 251'221 | 131'218 CHF | 133'730 CHF | 100.00% | 100.00% |